+64.1%
DAL vs LBRT
-22.5%
+86.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +0.9% |
| 7D | +8.8% | -29.1% | +37.9% | +16.6% |
| 30D | +5.4% | -38.4% | +43.8% | +16.2% |
| 3M | -4.9% | -40.1% | +35.1% | +4.9% |
| 6M | +19.8% | -62.9% | +82.7% | +45.3% |
| YTD | +27.0% | -34.5% | +61.5% | +31.8% |
| 1Y | +52.5% | -30.2% | +82.7% | +55.0% |
| 3Y | +173.8% | -37.5% | +211.3% | +169.3% |
| 5Y | +104.5% | +7.6% | +96.9% | +63.6% |
| All | +64.1% | -22.5% | +86.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling